Chinese Stock Screen for Daily Losses and Prior Non-Limit-Up Sessions

Summary

This post describes a stock screen using three conditions: amplitude above a threshold, a current-day maximum decline between the stated percentage bounds, and a previous session that was not limit-up. It provides a formula reference and a Python example intended to identify qualifying stocks. The accompanying explanation frames the filters as a way to focus on volatile stocks while excluding those that had reached the prior session's upper price limit.

The post acknowledges that the screen omits fundamental information and could overlook promising newer listings. It suggests combining technical conditions with fundamental or capital-flow measures, including company size and return on equity. The code is presented as a reference and is not accompanied by a backtest, sample selection, or performance statistics. The described rules therefore define a candidate filter, not evidence of a profitable trading strategy.

Key ideas

• The screen requires elevated amplitude, a daily decline within specified bounds, and no prior-session limit-up.
• The post gives formula and Python references for implementing the selection logic.
• The author identifies missing fundamentals and possible omissions of newer stocks as limitations.
• Suggested additions include company size, return on equity, technical analysis, and capital-flow information.
• The document offers no backtest or evidence of profitability.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.